Winsorize: Winsorize (Replace Extreme Values by Less Extreme Ones) In DescTools: Tools for Descriptive Statistics

Description

Winsorizing a vector means that a predefined quantum of the smallest and/or the largest values are replaced by less extreme values. Thereby the substitute values are the most extreme retained values.

Usage

 ```1 2``` ```Winsorize(x, minval = NULL, maxval = NULL, probs = c(0.05, 0.95), na.rm = FALSE, type = 7) ```

Arguments

 `x` a numeric vector to be winsorized. `minval` the low border, all values being lower than this will be replaced by this value. The default is set to the 5%-quantile of x. `maxval` the high border, all values being larger than this will be replaced by this value. The default is set to the 95%-quantile of x. `probs` numeric vector of probabilities with values in [0,1] as used in `quantile`. `na.rm` should NAs be omitted to calculate the quantiles? Note that NAs in x are preserved and left unchanged anyway. `type` an integer between 1 and 9 selecting one of the nine quantile algorithms detailed in `quantile` to be used.

Details

The winsorized vector is obtained by

wins(x) = -c if x < -c, c if x > c, x otherwise

Consider standardizing (possibly robust) the data before winsorizing.

Value

A vector of the same length as the original data `x` containing the winsorized data.

Author(s)

Andri Signorell <[email protected]>

`Winsorize` from the package `robustHD` contains an option to winsorize multivariate data

`scale`, `RobScale`

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ```## generate data set.seed(1234) # for reproducibility x <- rnorm(10) # standard normal x[1] <- x[1] * 10 # introduce outlier ## Winsorize data x Winsorize(x) # use Large and Small, if a fix number of values should be winsorized (here k=3): Winsorize(x, minval=tail(Small(x, k=3), 1), maxval=head(Large(x, k=3), 1)) ```

Example output

``` [1] -12.0706575   0.2774292   1.0844412  -2.3456977   0.4291247   0.5060559
[7]  -0.5747400  -0.5466319  -0.5644520  -0.8900378
[1] -7.6944256  0.2774292  0.8241678 -2.3456977  0.4291247  0.5060559
[7] -0.5747400 -0.5466319 -0.5644520 -0.8900378
[1] -0.8900378  0.2774292  0.4291247 -0.8900378  0.4291247  0.4291247
[7] -0.5747400 -0.5466319 -0.5644520 -0.8900378
```

DescTools documentation built on Nov. 13, 2018, 5:04 p.m.